XML 65 R54.htm IDEA: XBRL DOCUMENT v3.21.2
Investment in Securities (Proceeds, Realized Gains (Losses) on Sales) (Details) - USD ($)
3 Months Ended 6 Months Ended
Jun. 30, 2021
Jun. 30, 2020
Jun. 30, 2021
Jun. 30, 2020
Securities, Available-for-sale [Line Items]        
Proceeds $ 494,704,000 $ 204,629,000 $ 787,652,000 $ 1,723,038,000
Available-for-sale Securities, Gross Realized Gains 8,464,000 5,968,000 16,511,000 25,152,000
Available-for-sale Securities, Gross Realized Losses (10,416,000) (6,616,000) (11,997,000) (10,416,000)
Available-for-sale Securities, Gross Realized Gain (Loss) (1,952,000) (648,000) 4,514,000 14,736,000
Available-for-sale securities Realizes Losses - adjustments to cost basis of certain securities (82,000) (13,800,000) (1,300,000) (13,800,000)
Agency RMBS        
Securities, Available-for-sale [Line Items]        
Proceeds 417,359,000 140,109,000 492,218,000 1,425,590,000
Available-for-sale Securities, Gross Realized Gains 2,997,000 4,673,000 3,378,000 13,698,000
Available-for-sale Securities, Gross Realized Losses (6,930,000) (614,000) (7,291,000) (3,231,000)
Available-for-sale Securities, Gross Realized Gain (Loss) (3,933,000) 4,059,000 (3,913,000) 10,467,000
Non-Agency RMBS and CMBS        
Securities, Available-for-sale [Line Items]        
Proceeds 18,544,000 20,621,000 141,752,000 98,423,000
Available-for-sale Securities, Gross Realized Gains 2,900,000 1,031,000 9,139,000 9,432,000
Available-for-sale Securities, Gross Realized Losses (152,000) (2,769,000) (1,147,000) (3,729,000)
Available-for-sale Securities, Gross Realized Gain (Loss) 2,748,000 (1,738,000) 7,992,000 5,703,000
CLOs        
Securities, Available-for-sale [Line Items]        
Proceeds 43,426,000 7,172,000 129,001,000 41,714,000
Available-for-sale Securities, Gross Realized Gains 2,320,000 0 3,491,000 1,122,000
Available-for-sale Securities, Gross Realized Losses (3,250,000) (3,178,000) (3,429,000) (3,202,000)
Available-for-sale Securities, Gross Realized Gain (Loss) (930,000) (3,178,000) 62,000 (2,080,000)
Other Securities        
Securities, Available-for-sale [Line Items]        
Proceeds 15,375,000 36,727,000 24,681,000 157,311,000
Available-for-sale Securities, Gross Realized Gains 247,000 264,000 503,000 900,000
Available-for-sale Securities, Gross Realized Losses (84,000) (55,000) (130,000) (254,000)
Available-for-sale Securities, Gross Realized Gain (Loss) $ 163,000 $ 209,000 $ 373,000 $ 646,000